#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Times;
using Cephei.QL.Termstructures;
using Cephei.QL;
namespace Cephei.QL.Termstructures.Volatility.Equityfx
{
     // <summary> 
	// ! For details about this implementation refer to "Stochastic Volatility and Local Volatility," in "Case Studies and Financial Modelling Course Notes," by Jim Gatheral, Fall Term, 2003  see www.math.nyu.edu/fellows_fin_math/gatheral/Lecture1_Fall02.pdf  \bug this class is untested, probably unreliable.
	// </summary>
    [Guid ("0437D205-28D9-464b-A63A-13C3FD589512"),ComVisible(true)]
	public interface ILocalVolSurface : Cephei.QL.Termstructures.Volatility.Equityfx.ILocalVolTermStructure
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 Cephei.QL.Times.IDayCounter DayCounter {get;}
        
		 DateTime MaxDate {get;}
        
		 Double MaxStrike {get;}
        
		 Double MinStrike {get;}
        
		 DateTime ReferenceDate {get;}
    }

    // <summary> 
	// ! For details about this implementation refer to "Stochastic Volatility and Local Volatility," in "Case Studies and Financial Modelling Course Notes," by Jim Gatheral, Fall Term, 2003  see www.math.nyu.edu/fellows_fin_math/gatheral/Lecture1_Fall02.pdf  \bug this class is untested, probably unreliable. Factory
	// </summary>
   	[ComVisible(true)]
    public interface ILocalVolSurface_Factory // : Collection_Factory<ILocalVolSurface, ICell<ILocalVolSurface>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    ILocalVolSurface Create (Cephei.QL.Termstructures.Volatility.Equityfx.IBlackVolTermStructure blackTS, Cephei.QL.Termstructures.IYieldTermStructure riskFreeTS, Cephei.QL.Termstructures.IYieldTermStructure dividendTS, Double underlying);
        
	    ILocalVolSurface Create (Cephei.QL.Termstructures.Volatility.Equityfx.IBlackVolTermStructure blackTS, Cephei.QL.Termstructures.IYieldTermStructure riskFreeTS, Cephei.QL.Termstructures.IYieldTermStructure dividendTS, Cephei.QL.IQuote underlying);
    }
}

